Articles by Mauro Cesa
Top quants on how AI will change some jobs and steal others
Coding skills will matter less and research skills more, say quants in Risk.net straw poll
How quants are getting the most out of Claude
Agentic tools boost productivity by multiples, but using them takes skill
Podcast: Lipton and Lopez de Prado on a quant approach to private equity
The pair introduce analytical methods to valuing and allocating private asset investments
Podcast: Abi-Jaber and Li on a ‘sticky’ volatility problem
The pair discuss their model to jointly capture Vix, SPX and SSR
A smooth fit for complex volatility surfaces
Quant shows a new way to capture implied vol with optimisers
Podcast: Gordon Lee on how junior quants can go from newbie to MVP
Prioritising tasks and setting boundaries are key to career progression, says BNY’s head quant
Podcast: Pietro Rossi on credit ratings and volatility models
Stochastic approaches and calibration speed improve established models in credit and equity
BlackRock appoints Pierre Sarrau as chief risk officer
Current CRO Edward Fishwick will be head of research at BlackRock’s RQA group
Baruch, Princeton cement duopoly in 2026 Quant Master’s Guide
Columbia jumps to third place, ETH-UZH tops European rivals
Quantcast Master’s Series: Walter Farkas, ETH – University of Zurich
Swiss planning, large joint faculty and public presentations shape the programme
Quantcast Master’s Series: Jack Jacquier, Imperial College London
A shift towards market micro-structure and ML has reshaped the programme
Quantcast Master’s Series: Kihun Nam, Monash University
Melbourne-based programme winks at pension fund sector
Quantcast Master’s Series: Petter Kolm, Courant Institute
The NYU programme is taught almost exclusively by elite financial industry practitioners